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An Introductory Guide to Fano's Inequality with Applications in Statistical Estimation

Information theory plays an indispensable role in the development of algorithm-independent impossibility results, both for communication problems and for seemingly distinct areas such as statistics and machine learning. While numerous information-theoretic ...

Cambridge University Press2019

MATHICSE Technical Report: Constraint-Aware Neural Networks for Riemann Problems

Jan Sickmann Hesthaven, Deep Ray

Neural networks are increasingly used in complex (data-driven) simulations as surrogates or for accelerating the computation of classical surrogates. In many applications physical constraints, such as mass or energy conservation, must be satised to obtain ...

MATHICSE2019

Sparse Dictionaries for Continuous-Domain Inverse Problems

Michaël Unser, Shayan Aziznejad, Thomas Jean Debarre

We study 1D continuous-domain inverse problems for multicomponent signals. The prior assumption on these signals is that each component is sparse in a different dictionary specified by a regularization operators. We introduce a hybrid regularization functi ...

2019

Regularization via Mass Transportation

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Peyman Mohajerin Esfahani

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce training data, ...

2019

A Linearly Convergent Proximal Gradient Algorithm for Decentralized Optimization

Ali H. Sayed, Kun Yuan, Sulaiman A S A E Alghunaim

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based proximal decent ...

NEURAL INFORMATION PROCESSING SYSTEMS (NIPS)2019

B-Spline-Based Exact Discretization of Continuous-Domain Inverse Problems With Generalized TV Regularization

Michaël Unser, Julien René Pierre Fageot, Harshit Gupta, Thomas Jean Debarre

We study continuous-domain linear inverse problems with generalized total-variation (gTV) regularization, expressed in terms of a regularization operator L. It has recently been proved that such inverse problems have sparse spline solutions, with fewer jum ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Chemical machine learning with kernels: The impact of loss functions

Volkan Cevher, Quoc Tran Dinh, Sandip De, Junhong Lin

Machine learning promises to accelerate materials discovery by allowing computational efficient property predictions from a small number of reference calculations. As a result, the literature has spent a considerable effort in designing representations tha ...

2019

SVR-AMA: An Asynchronous Alternating Minimization Algorithm With Variance Reduction for Model Predictive Control Applications

Colin Neil Jones, Ye Pu

This paper focuses on the design of an asynchronous dual solver suitable for model predictive control (MPC) applications. The proposed solver relies on a state-of-the-art variance reduction (VR) scheme, previously used in the context of proximal stochastic ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

CoCoA: A General Framework for Communication-Efficient Distributed Optimization

Martin Jaggi, Chenxin Ma

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient communication scheme a ...

MICROTOME PUBL2018

Learning Proximal Operators with Gaussian Processes

Colin Neil Jones, Georgios Stathopoulos, Xuan Truong Nghiem

Several distributed-optimization setups involve a group of agents coordinated by a central entity (coordinator), altogether operating in a collaborative framework. In such environments, it is often common that the agents solve proximal minimization problem ...

IEEE2018

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